"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --http://www.contingencyanalysis.com

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
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Provides coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. This text for a graduate-level course in probability includes background topics in analysis.
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Summary of Notation Fundamentals of Measure and Integration Theory Further Results in Measure and Integration Theory Introduction to Functional Analysis Basic Concepts of Probability Conditional Probability and Expectation Strong Laws of Large Numbers and Martingale Theory The Central Limit Theorem Ergodic Theory Brownian Motion and Stochastic Integrals
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* Clear, readable style * Solutions to many problems presented in text * Solutions manual for instructors * Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics * No knowledge of general topology required, just basic analysis and metric spaces * Efficient organization
Les mer
Clear, readable style Solutions to many problems presented in text Solutions manual for instructors Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics No knowledge of general topology required, just basic analysis and metric spaces Efficient organization
Les mer

Produktdetaljer

ISBN
9780120652020
Publisert
1999-12-08
Utgave
2. utgave
Utgiver
Vendor
Academic Press Inc
Vekt
990 gr
Høyde
229 mm
Bredde
152 mm
Aldersnivå
U, 05
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
528

Om bidragsyterne

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.